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Releases: probcomp/GenParticleFilters.jl

v0.2.3

19 Mar 02:30
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  • Support for weight validity checking when resampling with pf_resample! or pf_resize! with the check keyword.
  • By default, a warning will be raised when weights are NaN, or all go to zero (-Inf log weights).

Full Changelog: v0.2.2...v0.2.3

v0.2.2

25 Jan 18:31
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  • Several new particle filter resizing operations, including:
    • pf_introduce! for introducing new particles to a particle filter, optionally sampled from a proposal distribution
    • pf_coalesce! for combining choicemap-equivalent or identical particles into a single particle
    • pf_optimal_resize! for the optimal resizing algorithm of Fearnhead and Clifford (2003)

Full Changelog: v0.2.1...v0.2.2

v0.2.1

06 May 20:02
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Bug Fixes

  • Fixed stratified sampling when number of particles is not an integer multiple of the number of strata
  • Added missing weight adjustment when performing stratified sampling (#6)

Full Changelog: v0.2.0...v0.2.1

v0.2.0

18 Mar 16:38
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New Features

  • Stratified particle initialization and updating
  • Resampling of subsets of particles (in a ParticleFilterSubState)
  • Resizing of particle filters using pf_resize!, pf_replicate! and pf_dereplicate!
  • Additional statistics utilities (variants of mean, var, proportionmap)
  • choiceproduct utility function for convenient generation of strata
  • Documentation site: https://probcomp.github.io/GenParticleFilters.jl/

Bug Fixes and Maintenance

  • Fixed errors in weight calculations for UpdatingTraceTranslator
  • Refactoring pf_update! to mostly use trace translators
  • Memory allocation improvements to pf_resample!
  • Higher test case coverage

Full Changelog: v0.1.8...v0.2.0

v0.1.8

17 Jan 13:58
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Support for passing keyword arguments to kernels in rejuvenation moves.

Addition of check and observations keyword arguments to move_reweight.

v0.1.7

27 May 19:05
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Update compatibility with other packages.

v0.1.6

02 Apr 23:52
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Support trace translators for specifying more general particle updates and rejuvenation moves.

v0.1.5

22 Mar 17:34
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Support updating and rejuvenation of sub-views of particle filters.

v0.1.4

21 Jan 03:11
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Reduced unnecessary sampling in stratified resampling.

v0.1.3

20 Jan 14:31
42b0464
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Update package compatibility, minor documentation changes.